Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.660 0 99.655 99.660 99.655 4576
Eurodollar GEU5 Sep 2015 99.495 +0.005 99.495 99.495 99.490 3693
Eurodollar GEZ5 Dec 2015 99.305 +0.01 99.300 99.305 99.295 6240
Eurodollar GEH6 Mar 2016 99.105 +0.01 99.100 99.105 99.095 8275
Eurodollar GEM6 Jun 2016 98.900 +0.015 98.895 98.900 98.890 7533
Eurodollar GEU6 Sep 2016 98.700 +0.02 98.695 98.700 98.685 6283
Eurodollar GEZ6 Dec 2016 98.515 +0.025 98.510 98.515 98.500 7353
Eurodollar GEH7 Mar 2017 98.365 +0.025 98.360 98.370 98.350 6654
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'145 +0'070 128'125 128'155 128'090 57841
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'225 b +0'035 - 102'225 - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'220 b +0'075 - 105'220 - -
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.660 0 99.655 99.660 99.655 4576
Eurodollar GEU5 Sep 2015 99.495 +0.005 99.495 99.495 99.490 3693
Eurodollar GEZ5 Dec 2015 99.305 +0.01 99.300 99.305 99.295 6240
Eurodollar GEH6 Mar 2016 99.105 +0.01 99.100 99.105 99.095 8275
Eurodollar GEM6 Jun 2016 98.900 +0.015 98.895 98.900 98.890 7533
Eurodollar GEU6 Sep 2016 98.700 +0.02 98.695 98.700 98.685 6283
Eurodollar GEZ6 Dec 2016 98.515 +0.025 98.510 98.515 98.500 7353
Eurodollar GEH7 Mar 2017 98.365 +0.025 98.360 98.370 98.350 6654
30-Day Federal Funds ZQM5 Jun 2015 99.855 0 99.855 99.855 99.855 130
2-Year Eurodollar Bundle BU2M5 Jun 2015 - - - - -
3-Year Eurodollar Bundle BU3M5 Jun 2015 - - - - -
5-Year Eurodollar Bundle BU5M5 Jun 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBM5 Jun 2015 169'04 +0'26 168'27 169'05 168'16 2130
U.S. Treasury Bond ZBM5 Jun 2015 163'02 +0'21 162'27 163'03 162'17 9377
10-Year U.S. Treasury Note ZNM5 Jun 2015 128'145 +0'070 128'125 128'155 128'090 57841
5-Year U.S. Treasury Note ZFM5 Jun 2015 119'277 +0'037 119'270 119'285 119'250 17338
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTM5 Jun 2015 109'150 +0'007 109'147 109'152 109'142 9158
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UM5 Jun 2015 100'157 b +0'002 - 100'157 - -
5-Year Deliverable Interest Rate Swap F1UM5 Jun 2015 102'225 b +0'035 - 102'225 - -
10-Year Deliverable Interest Rate Swap N1UM5 Jun 2015 105'220 b +0'075 - 105'220 - -
30-Year Deliverable Interest Rate Swap B1UM5 Jun 2015 117'27 b +0'16 - 117'27 - -
2-Year Euro Deliverable Interest Rate Swap T1EM5 Jun 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.